|
PureBytes Links
Trading Reference Links
|
you will need to use the advanced backtest code for this
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 13/02/07, dralexchambers <dralexchambers@xxxxxxxxx> wrote:
> Hi,
>
> I'm writing a backtest AFL that does SpreadBetting on the FOREX.
>
> The spreadbet company deducts (or adds to - depending on the security
> and interest rate) money at the end of each day from your account for
> each day the trade rolls over to the next day.
>
> How do I do this in AFL? - I need the following:
>
> 1. After each trade has concluded (ie. sold if long), I multiply the
> number of days between the buy and sell bars by a value - say X.
>
> (Please note - it is important to make sure the number of bars
> between buy and sell are counted in days and not mins or hrs - as I
> may be running this AFL on intraday data also).
>
> 2. I then deduct X from the current equity value after each trade.
>
> It is important to ensure Step 2 occurs immediately after each trade
> has concluded, as gains/loses from my overall equity will affect
> position sizing on future trades.
>
> Most grateful!
> Alex
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.441 / Virus Database: 268.17.37/682 - Release Date: 2/12/2007 1:23 PM
|